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A simple derivation of the constrained multiple parameter Cramer-Rao bound

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Publication:4201995
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DOI10.1109/78.218151zbMATH Open0775.93213OpenAlexW2096038066MaRDI QIDQ4201995FDOQ4201995


Authors: Thomas L. Marzetta Edit this on Wikidata


Publication date: 16 September 1993

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.218151





Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)



Cited In (5)

  • Simultaneous estimation of the input and output frequencies of nonlinear systems
  • A derivation of the Cramer-Rao lower bound of Euclidean parameters under equality constraints via score function
  • Distributed optimal frequency control under communication packet loss in multi-agent electric energy systems
  • On Kalman filtering with linear state equality constraints
  • Semiparametrically efficient estimation of Euclidean parameters under equality constraints





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